+96.9%
MRVL vs FIVE
+14.2%
+82.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -28.1% | -0.3% | -27.8% | -28.0% |
| 30D | -50.4% | +17.7% | -68.0% | -53.6% |
| 3M | -32.9% | +4.0% | -36.9% | -34.7% |
| 6M | -17.9% | +2.6% | -20.6% | -20.8% |
| YTD | +66.4% | +27.6% | +38.9% | +45.8% |
| 1Y | +51.5% | +59.9% | -8.4% | +20.3% |
| 3Y | +177.9% | +35.8% | +142.1% | +116.3% |
| All | +96.9% | +14.2% | +82.8% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling